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scientific article; zbMATH DE number 6174814
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scientific article; zbMATH DE number 6174814

    Statements

    publication date
    12 June 2013
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    zbMATH Keywords
    spread options
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    risk-neutral probability measure
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    geometric Brownian motions
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    approximations
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    numerical implementation
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    Identifiers

    zbMATH DE Number
    6174814
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